Risk management
Define invalidation before entry, limit risk per trade and measure outcomes in R.
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Trading built on process, not promises.
Concise material for reading structure, sizing risk and evaluating a strategy realistically.
Market structure
Separate trends, consolidation, breaks of structure and retests from retrospective narratives.
Community discussionsSound backtesting
Include spread, slippage, commissions, missing data and an in-sample/out-of-sample split.
View methodologyPre-trade checklist
The data source and timestamp are verifiable.
Invalidation is clear and the stop is defined before entry.
Risk/reward meets the strategy threshold.
The economic calendar does not introduce a blocked risk.
Position size respects the account risk limit.
The outcome will be journaled whether it is a profit or loss.